+86.7%
AMGN vs QS
-46.4%
+133.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.3% | -1.4% |
| 7D | -13.7% | -3.6% | -10.0% | -13.6% |
| 30D | -8.8% | -17.2% | +8.4% | -8.5% |
| 3M | +7.2% | -27.0% | +34.2% | +7.6% |
| 6M | +1.3% | -24.6% | +25.8% | +1.5% |
| YTD | +17.6% | -49.3% | +67.0% | +18.7% |
| 1Y | +37.2% | -40.3% | +77.5% | +38.0% |
| 3Y | +57.7% | -23.8% | +81.6% | +56.6% |
| 5Y | +106.3% | -75.0% | +181.2% | +104.4% |
| All | +86.7% | -46.4% | +133.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling